XtoU {mistral}R Documentation

From X to standard space

Description

XtoU lets transform datapoint in the original space X to the standard Gaussian space U with isoprobalisitc transformation.

Usage

XtoU(X, input.margin, L0)

Arguments

X

the matrix d x n of the input points

input.margin

A list containing one or more list defining the marginal distribution functions of all random variables to be used

L0

the lower matrix of the Cholesky decomposition of correlation matrix R0 (result of ModifCorrMatrix)

Author(s)

Clement WALTER clement.walter@cea.fr

See Also

UtoX


[Package mistral version 2.2.2 Index]